Now to come back to the original question of this thread. I tried out Eclipse + pydev on Windows and it works pretty well. It is possible to use the remote debugger of pydev and use it from within the FreeCAD
application.
First, for a proper installation of pydev follow the instructions
here and
here
And
here you'll find out how to do remote debugging.
In short: the idea is to run the debug server and add a code snippet to the script that connects FreeCAD as client to the debug server. Then run the script from within FreeCAD.
In Eclipse you'll see the script file running in FreeCAD which you can open and debug step by step. You can also observe any defined variables.
The only important point of course is that the script must be saved in a file, i.e. you cannot use FreeCAD's built-in Python console.
Btw, Eric also provides a remote debugging facility and it basically works the same way.